Metallurgical lances having a head with at least one gas ejector therein are know. See for example, U.S. Pat. No. 6,709,630 to Cameron et al. which issued Mar. 23, 2004, and which is hereby incorporated herein by reference. The ejector disclosed in Cameron et al. has a nozzle surrounded by a shrouding gas passage. In practice, because of routine wear and tear, it is necessary to replace the nozzle from time to time. This is accomplished by removing the lance from the vessel and then removing the nozzle from the lance which can only be achieved by cutting the lance head from the lance for access to an interior upper end thereof, as can be seen for example from the drawings of the above mentioned patent. This is time consuming, awkward to effect and may compromise the structural integrity of the lance head.